+240.0%
ECHO vs AEM
+387.4%
-147.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +2.4% | +24.0% | -21.7% | 0.0% |
| 3M | -28.0% | +16.1% | -44.0% | -29.2% |
| 6M | -21.2% | -11.6% | -9.6% | -20.6% |
| YTD | -17.4% | +21.5% | -38.9% | -19.2% |
| 1Y | +33.6% | +39.2% | -5.6% | +28.7% |
| 3Y | +419.7% | +347.4% | +72.2% | +350.8% |
| 5Y | +241.7% | +290.1% | -48.4% | +196.8% |
| 10Y | +180.8% | +357.8% | -177.0% | +135.5% |
| All | +240.0% | +387.4% | -147.4% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling